One way of doing this is included in the Graphics/Graphics.m package.
The basic idea is that what appears on the screen (or other output
device) is a side effect generated by applying the setting of the
DisplayFunction option to the graphics object. Among other things,
this feature can be used to produce superimposed plots, as in
In[1]:= Show[Plot[Sin[x], {x, 0, 10}, DisplayFunction -> Identity],
Plot[Cos[x], {x, 0, 10}, DisplayFunction -> Identity],
DisplayFunction :> $DisplayFunction]
Dave Withoff
Wolfram Research
withoff at wri.com